Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 1.84% | 0.56 CHF | 0.57 CHF | 140'000 | 140'000 | 136'194 | 136'194 | 73'230 CHF | 74'592 CHF | 100.00% | 100.00% |
19.11.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 136'000 | 136'000 | 138'684 | 138'684 | 77'708 CHF | 79'095 CHF | 100.00% | 100.00% |
18.11.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 136'000 | 136'000 | 134'994 | 134'994 | 70'169 CHF | 71'519 CHF | 100.00% | 100.00% |
15.11.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 67'394 CHF | 68'717 CHF | 100.00% | 100.00% |
14.11.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 136'000 | 136'000 | 137'326 | 137'326 | 76'150 CHF | 77'523 CHF | 100.00% | 100.00% |
13.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 140'000 | 140'000 | 136'399 | 136'399 | 74'769 CHF | 76'133 CHF | 100.00% | 100.00% |
12.11.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 71'132 CHF | 72'486 CHF | 99.87% | 99.87% |
11.11.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 132'000 | 132'000 | 135'304 | 135'304 | 70'801 CHF | 72'154 CHF | 99.68% | 99.68% |
08.11.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 136'000 | 136'000 | 134'831 | 134'831 | 70'771 CHF | 72'119 CHF | 99.20% | 99.20% |
07.11.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 73'168 CHF | 74'522 CHF | 100.00% | 100.00% |